Anxiety, as well as noise sensitivity, has always been a problem for me as well.
We live in a townhome & have "neighbors" on either side of us. The one living on the side our bedroom is on can be noisy. I think she must be at least semi-nocturnal because she seems to come alive just about the time we're going to bed.
Fortunately it's not too bad. But, while I'm awake, I'm always laying there anticipating the next boom or what-have-you. I think she has wooden floors and must wear wood-soled clogs because whenever she walks around, she sounds like a horse walking across a wooden bridge!